WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 270 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.04
Theta: -0.09
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 250.33 | 0.3 | -0.25 | 31.32 | 1,983 | -199 | 1,047 | |||||||||
| 21 Sept | 255.88 | 0.55 | -0.15 | 22.96 | 864 | 40 | 1,247 | |||||||||
| 18 Sept | 256.93 | 0.7 | 0 | 22.42 | 4,612 | -282 | 1,212 | |||||||||
| 14 Sept | 251.94 | 0.55 | -0.25 | 21.64 | 924 | 184 | 1,229 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 246.81 | 1.45 | 0.3 | 20.78 | 66 | 6 | 112 | |||||||||
For Wipro Ltd - strike price 270 expiring on 30SEP2025
Delta for 270 CE is 0.06
Historical price for 270 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 31.32, the open interest changed by -199 which decreased total open position to 1047
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 22.96, the open interest changed by 40 which increased total open position to 1247
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 22.42, the open interest changed by -282 which decreased total open position to 1212
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 21.64, the open interest changed by 184 which increased total open position to 1229
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 1.45, which was 0.3 higher than the previous day. The implied volatity was 20.78, the open interest changed by 6 which increased total open position to 112
| WIPRO 30SEP2025 270 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.08
Theta: -0.13
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 250.33 | 19.85 | 5.6 | 41.61 | 57 | -23 | 120 |
| 21 Sept | 255.88 | 14.25 | 1.05 | 30.71 | 32 | -10 | 144 |
| 18 Sept | 256.93 | 13.1 | -2.95 | 25.92 | 72 | -26 | 151 |
| 14 Sept | 251.94 | 17.9 | 1.7 | 28.89 | 25 | -3 | 181 |
| 17 Aug | 246.81 | 25.6 | -3.4 | 36.07 | 5 | 5 | 30 |
For Wipro Ltd - strike price 270 expiring on 30SEP2025
Delta for 270 PE is -0.88
Historical price for 270 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 19.85, which was 5.6 higher than the previous day. The implied volatity was 41.61, the open interest changed by -23 which decreased total open position to 120
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 14.25, which was 1.05 higher than the previous day. The implied volatity was 30.71, the open interest changed by -10 which decreased total open position to 144
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 13.1, which was -2.95 lower than the previous day. The implied volatity was 25.92, the open interest changed by -26 which decreased total open position to 151
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 17.9, which was 1.7 higher than the previous day. The implied volatity was 28.89, the open interest changed by -3 which decreased total open position to 181
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 25.6, which was -3.4 lower than the previous day. The implied volatity was 36.07, the open interest changed by 5 which increased total open position to 30
